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meboot (version 1.4-9.5)

Maximum Entropy Bootstrap for Time Series

Description

Maximum entropy density based dependent data bootstrap. An algorithm is provided to create a population of time series (ensemble) without assuming stationarity. The reference paper (Vinod, H.D., 2004 ) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.

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Version

Install

install.packages('meboot')

Monthly Downloads

2,881

Version

1.4-9.5

License

GPL (>= 2)

Maintainer

Fred Viole

Last Published

January 10th, 2026

Functions in meboot (1.4-9.5)

USfygt

Long-term Treasury Bond Rates and Deficit Data Set (Annual 1948-200)
elapsedtime

Internal Function
force.clt

Enforce Central Limit Theorem
meboot.pdata.frame

Maximum Entropy Bootstrap for Panel Time Series Data
meboot.part

meboot Internal Function
USconsum

Consumption and Disposable Income Data (Annual 1948-1998)
meboot

Generate Maximum Entropy Bootstrapped Time Series Ensemble
expand.sd

Expand the Standard Deviation of Resamples
checkConv

Check Convergence
flexMeboot

Flexible Extension of the Maximum Entropy Bootstrap Procedure
olsHALL.b

OLS regression model for consumption
ullwan

Data about Some of the S&P 500 Stock Prices
mebootSpear

Generate Maximum Entropy Bootstrapped Time Series Ensemble Specifying Rank Correlation
null.ci

Get Confidence Interval Around Specified NullZero Total
zero.ci

Get Confidence Interval Around Zero